+510.2%
GE vs SMR
-48.0%
+558.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +4.0% | +1.9% | +2.1% | +3.7% |
| 30D | +11.1% | -21.9% | +33.0% | +13.1% |
| 3M | -6.7% | -47.1% | +40.4% | -2.3% |
| 6M | +14.3% | -60.6% | +74.9% | +21.7% |
| YTD | +11.7% | -63.1% | +74.8% | +18.0% |
| 1Y | +10.9% | -80.4% | +91.3% | +22.9% |
| 3Y | +279.0% | +150.2% | +128.8% | +211.2% |
| All | +510.2% | -48.0% | +558.2% | +487.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling